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David N. DeJong

Institution: University of Pittsburgh

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://sites.google.com/pitt.edu/dnd/home

First Publication: 1991

Most Recent: 2007

RePEc ID: pde3 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 4.04 19.85 7.74 0.50 32.12 96%

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 19.69

Publications (20)

Year Article Journal Tier Authors
2007 Do self-control preferences help explain the puzzling behavior of asset prices? Journal of Monetary Economics A 2
2006 Tariffs and Growth: An Empirical Exploration of Contingent Relationships Review of Economics and Statistics A 2
2005 Entrepreneurship and Post‐socialist Growth Oxford Bulletin of Economics and Statistics B 2
2005 A Nonlinear Forecasting Model of GDP Growth Review of Economics and Statistics A 3
2003 Policy reform and growth in post-Soviet Russia European Economic Review B 2
2003 Regional integration: an empirical assessment of Russia Journal of Urban Economics A 2
2002 Accounting for growth in post-Soviet Russia Regional Science and Urban Economics B 2
2002 Divergence B.E. Journal of Macroeconomics C 2
2001 Population growth in U.S. counties, 1840-1990 Regional Science and Urban Economics B 3
2001 The Cyclical Behavior of Skill Acquisition Review of Economic Dynamics B 2
2000 A Bayesian approach to dynamic macroeconomics Journal of Econometrics A 3
1999 Russia's internal border Regional Science and Urban Economics B 2
1996 Modeling Stock Prices without Knowing How to Induce Stationarity Econometric Theory B 2
1994 Modeling Stock Prices without Knowing How to Induce Stationarity Econometric Theory B 2
1993 Towards a Reconciliation of the Empirical Evidence on the Monetary Approach to Exchange Rate Determination. Review of Economics and Statistics A 2
1992 Co-integration and trend-stationarity in macroeconomic time series : Evidence from the likelihood function Journal of Econometrics A 1
1992 The power problems of unit root test in time series with autoregressive errors Journal of Econometrics A 4
1991 The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. American Economic Review S 2
1991 Reconsidering 'trends and random walks in macroeconomic time series' Journal of Monetary Economics A 2
1991 On robustness Journal of Monetary Economics A 2